+76.4%
SLB vs WST
+1.0%
+75.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.2% | +1.4% |
| 7D | +3.5% | +4.2% | -0.7% | +3.1% |
| 30D | +6.5% | +11.2% | -4.7% | +5.6% |
| 3M | -0.2% | +20.4% | -20.6% | -1.8% |
| 6M | -5.7% | +37.9% | -43.6% | -8.6% |
| YTD | +36.8% | +51.8% | -15.0% | +30.9% |
| 1Y | +45.8% | +56.6% | -10.8% | +39.0% |
| 3Y | +3.4% | +24.2% | -20.9% | -2.6% |
| All | +76.4% | +1.0% | +75.4% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling